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KLMT vs. NZAC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KLMT vs. NZAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI Global Climate 500 ETF (KLMT) and SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC). The values are adjusted to include any dividend payments, if applicable.

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KLMT vs. NZAC - Yearly Performance Comparison


2026 (YTD)20252024
KLMT
Invesco MSCI Global Climate 500 ETF
-1.54%21.31%4.94%
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
-4.30%20.55%6.17%

Returns By Period

In the year-to-date period, KLMT achieves a -1.54% return, which is significantly higher than NZAC's -4.30% return.


KLMT

1D
-0.19%
1M
-3.77%
YTD
-1.54%
6M
0.14%
1Y
24.13%
3Y*
5Y*
10Y*

NZAC

1D
-0.15%
1M
-3.96%
YTD
-4.30%
6M
-2.77%
1Y
21.32%
3Y*
15.34%
5Y*
8.27%
10Y*
11.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KLMT vs. NZAC - Expense Ratio Comparison

KLMT has a 0.10% expense ratio, which is lower than NZAC's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

KLMT vs. NZAC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KLMT
KLMT Risk / Return Rank: 5959
Overall Rank
KLMT Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
KLMT Sortino Ratio Rank: 6262
Sortino Ratio Rank
KLMT Omega Ratio Rank: 6363
Omega Ratio Rank
KLMT Calmar Ratio Rank: 5050
Calmar Ratio Rank
KLMT Martin Ratio Rank: 6060
Martin Ratio Rank

NZAC
NZAC Risk / Return Rank: 5353
Overall Rank
NZAC Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NZAC Sortino Ratio Rank: 5555
Sortino Ratio Rank
NZAC Omega Ratio Rank: 5555
Omega Ratio Rank
NZAC Calmar Ratio Rank: 5151
Calmar Ratio Rank
NZAC Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KLMT vs. NZAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Global Climate 500 ETF (KLMT) and SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


KLMTNZACDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.97

+0.13

Sortino ratio

Return per unit of downside risk

1.66

1.52

+0.14

Omega ratio

Gain probability vs. loss probability

1.25

1.22

+0.03

Calmar ratio

Return relative to maximum drawdown

1.66

1.64

+0.01

Martin ratio

Return relative to average drawdown

7.52

6.78

+0.74

KLMT vs. NZAC - Sharpe Ratio Comparison

The current KLMT Sharpe Ratio is 1.10, which is comparable to the NZAC Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of KLMT and NZAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


KLMTNZACDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.97

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.55

+0.31

Correlation

The correlation between KLMT and NZAC is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KLMT vs. NZAC - Dividend Comparison

KLMT's dividend yield for the trailing twelve months is around 1.99%, which matches NZAC's 1.99% yield.


TTM20252024202320222021202020192018201720162015
KLMT
Invesco MSCI Global Climate 500 ETF
1.99%1.95%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
1.99%1.90%1.88%1.65%1.81%1.62%1.59%2.17%2.53%2.20%2.00%2.40%

Drawdowns

KLMT vs. NZAC - Drawdown Comparison

The maximum KLMT drawdown since its inception was -16.87%, smaller than the maximum NZAC drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for KLMT and NZAC.


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Drawdown Indicators


KLMTNZACDifference

Max Drawdown

Largest peak-to-trough decline

-16.87%

-33.72%

+16.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.54%

-10.10%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-28.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

-6.01%

-6.36%

+0.35%

Average Drawdown

Average peak-to-trough decline

-2.01%

-5.39%

+3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.63%

+0.03%

Volatility

KLMT vs. NZAC - Volatility Comparison

Invesco MSCI Global Climate 500 ETF (KLMT) and SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) have volatilities of 6.06% and 6.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KLMTNZACDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

6.11%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

10.10%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

17.54%

17.94%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

16.73%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

17.09%

-1.08%